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＜電子ブック＞
Seminaire de Probabilites XXXIII / edited by J. Azema, M. Emery, M. Ledoux, M. Yor
(Séminaire de Probabilités. ISSN:25103660 ; 1709)

版	1st ed. 1999.
出版者	Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer
出版年	1999
本文言語	英語
大きさ	VIII, 418 p : online resource
冊子体	Séminaire de probabilités XXXIII / J. Azéma ... [et al.], eds
著者標目	Azema, J editor Emery, M editor Ledoux, M editor Yor, M editor SpringerLink (Online service)
件　名	LCSH:Probabilities LCSH:Computer science FREE:Probability Theory FREE:Computer Science
一般注記	Dynamics of stochastic approximation algorithms -- Simulated annealing algorithms and Markov chains with rare transitions / Algorithmes de recuit simulé et chaînes de Markov à transitions rares -- Concentration of measure and logarithmic Sobolev inequalities -- Une simplification de l'argument de Tsirelson sur le caractere non-brownien des processus de walsh -- On certain probabilities equivalent to Wiener measure, d'Après Dubins, Feldman, Smorodinsky and Tsirelson -- On certain probabilities equivalent to Coin-Tossing, d'Après Schachermayer -- On the joining of sticky brownian motion -- Brownian filtrations are not stable under equivalent time-changes -- The existence of a multiple spider martingale in the natural filtration of a certain diffusion in the plane -- A remark on Tsirelson's stochastic differential equation -- Appendice à l'exposé précédent: La filtration naturelle du mouvement brownien indexé par ? dans une variété compacte -- A stochastic differential equation with a unique (up to indistinguishability) but not strong solution -- Some remarks on the uniform integrability of continuous martingales -- An alternative proof of a theorem of Aldous concerning convergence in distribution for martingales -- A short proof of decomposition of strongly reduced martingales -- Some remarks on L?, H? and BMO -- A bipolar theorem for -- Barycentre canonique pour un espace métrique à courbure négative -- Dualité du problème des marges et ses applications -- The distribution of local times of a Brownian bridge -- Paths of finitely additive Brownian Motion need not be bizarre -- A limit theorem for the prediction process under absolute continuity -- Processus gouvernés par des noyaux -- Sur l'hypercontractivite des semi-groupes ultraspheriques -- An addendum to aremark on Slutsky's theorem -- Theoremes limites pour les temps locaux d'un processus stable symetrique Accessibility summary: This PDF is not accessible. It is based on scanned pages and does not support features such as screen reader compatibility or described non-text content (images, graphs etc). However, it likely supports searchable and selectable text based on OCR (Optical Character Recognition). Users with accessibility needs may not be able to use this content effectively. Please contact us at accessibilitysupport@springernature.com if you require assistance or an alternative format Inaccessible, or known limited accessibility No reading system accessibility options actively disabled Publisher contact for further accessibility information: accessibilitysupport@springernature.com HTTP:URL=https://doi.org/10.1007/BFb0096508

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